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Enable c++17 support in tests and fix saxpy calls (#292)
* Enable c++17 support in tests and fix saxpy calls * Fix structure, code style and tests in autodiff
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| Original file line number | Diff line number | Diff line change |
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| // VolEsti (volume computation and sampling library) | ||
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| // Copyright (c) 2012-2024 Vissarion Fisikopoulos | ||
| // Copyright (c) 2018-2020 Apostolos Chalkis | ||
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| // Licensed under GNU LGPL.3, see LICENCE file | ||
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| #ifndef ODE_SOLVERS_ORACLE_AUTODIFF_FUNCTORS_HPP | ||
| #define ODE_SOLVERS_ORACLE_AUTODIFF_FUNCTORS_HPP | ||
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| #include "Eigen/Eigen" | ||
| #include <autodiff/forward/real.hpp> | ||
| #include <autodiff/forward/real/eigen.hpp> | ||
| #include "cartesian_geom/cartesian_kernel.h" | ||
| #include "cartesian_geom/autopoint.h" | ||
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| struct AutoDiffFunctor { | ||
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| template <typename NT> | ||
| struct parameters { | ||
| unsigned int order; | ||
| NT L; // Lipschitz constant for gradient | ||
| NT m; // Strong convexity constant | ||
| NT kappa; // Condition number | ||
| Eigen::Matrix<NT, Eigen::Dynamic, Eigen::Dynamic> data; | ||
| parameters() : order(2), L(4), m(4), kappa(1){}; | ||
| }; | ||
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| template <typename NT> | ||
| struct FunctionFunctor_internal { | ||
| using Autopoint = autopoint<NT>; | ||
| using Coeff = typename autopoint<NT>::Coeff; | ||
| using FT = typename autopoint<NT>::FT; | ||
| using Point = typename Cartesian<NT>::Point; | ||
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| static std::function<FT(const Autopoint &, const Eigen::Matrix<NT, Eigen::Dynamic, Eigen::Dynamic> &)> pdf; | ||
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| FT static result_internal(const Coeff &x, const Eigen::Matrix<NT, Eigen::Dynamic, Eigen::Dynamic> &data){ | ||
| return pdf(x, data); // | ||
| } | ||
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| // external interface | ||
| Point static differentiate(Point const &x0, const Eigen::Matrix<NT, Eigen::Dynamic, Eigen::Dynamic> &data) { | ||
| Autopoint x = Autopoint(x0.getCoefficients()); // cast into autopoint | ||
| auto x1 = x.getCoefficients(); | ||
| Coeff y = autodiff::gradient(result_internal, autodiff::wrt(x1), autodiff::at(x1, data)); | ||
| auto result = y.template cast<NT>(); | ||
| return -1 * Point(result); | ||
| } | ||
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| NT static result(Point const &x0, const Eigen::Matrix<NT, Eigen::Dynamic, Eigen::Dynamic> &data) { | ||
| Autopoint x = Autopoint(x0.getCoefficients()); // cast to autopoint | ||
| auto x1 = x.getCoefficients(); | ||
| return result_internal(x1, data).val(); | ||
| } | ||
| }; | ||
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| template <typename Point> | ||
| struct GradientFunctor { | ||
| using NT = typename Point::FT; | ||
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| FunctionFunctor_internal<NT> F; | ||
| parameters<NT> ¶ms; | ||
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| GradientFunctor(parameters<NT> ¶ms_) : params(params_){}; | ||
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| // The index i represents the state vector index | ||
| Point operator()(unsigned int const &i, std::vector<Point> const &xs, NT const &t) const { | ||
| // std::cout<<"calling gradient functor"<<std::flush; | ||
| if (i == params.order - 1) { | ||
| return F.differentiate(xs[0], params.data); | ||
| } | ||
| else { | ||
| return xs[i + 1]; // returns derivative | ||
| } | ||
| } | ||
| }; | ||
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| template <typename Point> | ||
| struct FunctionFunctor { | ||
| using NT = typename Point::FT; | ||
| parameters<NT> ¶ms; | ||
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| FunctionFunctor(parameters<NT> ¶ms_) : params(params_){}; | ||
| // The index i represents the state vector index | ||
| FunctionFunctor_internal<NT> F; | ||
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| NT operator()(Point const &x) const { | ||
| return F.result(x, params.data); | ||
| } | ||
| }; | ||
| }; | ||
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| #endif //ODE_SOLVERS_ORACLE_AUTODIFF_FUNCTORS_HPP |
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